Publications:A Novel Technique to Design an Adaptive Committee of Models Applied to Predicting Company's Future Performance

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Title A Novel Technique to Design an Adaptive Committee of Models Applied to Predicting Company’s Future Performance
Author Zivile Kalsyte and Antanas Verikas and Marija Bacauskiene and Adas Gelzinis
Year 2013
PublicationType Conference Paper
Journal
HostPublication International Conference on Computer Research and Development : ICCRD 2013
Conference 5th International Conference on Computer Research and Development (ICCRD 2013), Ho Chi Minh City, Vietnam, February 23-24, 2013
DOI http://dx.doi.org/10.1115/1.860182_ch11
Diva url http://hh.diva-portal.org/smash/record.jsf?searchId=1&pid=diva2:698529
Abstract This article presents an approach to designing an adaptive, data dependent, committee of models applied to prediction of several financial attributes for assessing company’s future performance. A self-organizing map (SOM) used for data mapping and analysis enables building committees, which are specific (committee size and aggregation weights) for each SOM node. The number of basic models aggregated into a committee and the aggregation weights depend on accuracy of basic models and their ability to generalize in the vicinity of the SOM node. The proposed technique led to a statistically significant increase in prediction accuracy if compared to other types of committees.